Application of Discrete-time Hazard Model in forecasting bankruptcy in banking industry
碩士 === 國立政治大學 === 金融研究所 === 101 === This paper continues Shumway(2001) studies on discrete time hazard model, the so called multi-period logistic regression model, to develop a bank failure early warning model . Different from log baseline hazard form proposed by Shumway, author present quadratic ba...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/49963881554290873567 |